Paddy .... a complicated question! It depends on the kit. Let me explain.
With wheeled vehicles, I strongly recommend to glue the painted wheels at the end, but on tracked tanks, not always. If your´re going to make a heavily muddy tank, I´d glue all togheter as the base color of the mud is the same everywhere. With a no heavy weathered hull, I recommend to paint the different parts separately.
My Abrams is a special case. Excepting the MG, I glued all togheter as I´d be able to reach with the pencil to every visible place in the wheels and tracks. I needed to have those lateral protections glued to see the global view of the kit and decide the intensity of the different base color here and there.
In my case, I always try to have as much parts glued as possible before painting a kit, as some times, I spoil the paint where I glue parts!
So, depends on the kit and also about your skills.
More steps, oils